Package evaluation to test SDDP on Julia 1.14.0-DEV.1299 (6d6224db99*) started at 2025-11-25T18:51:57.176 ################################################################################ # Set-up # Installing PkgEval dependencies (TestEnv)... Set-up completed after 9.16s ################################################################################ # Installation # Installing SDDP... Resolving package versions... Updating `~/.julia/environments/v1.14/Project.toml` [f4570300] + SDDP v1.13.1 Updating `~/.julia/environments/v1.14/Manifest.toml` [6e4b80f9] + BenchmarkTools v1.6.3 [d1d4a3ce] + BitFlags v0.1.9 [523fee87] + CodecBzip2 v0.8.5 [944b1d66] + CodecZlib v0.7.8 [bbf7d656] + CommonSubexpressions v0.3.1 [34da2185] + Compat v4.18.1 [f0e56b4a] + ConcurrentUtilities v2.5.0 [864edb3b] + DataStructures v0.19.3 [163ba53b] + DiffResults v1.1.0 [b552c78f] + DiffRules v1.15.1 [ffbed154] + DocStringExtensions v0.9.5 [460bff9d] + ExceptionUnwrapping v0.1.11 [e2ba6199] + ExprTools v0.1.10 [f6369f11] + ForwardDiff v1.3.0 [cd3eb016] + HTTP v1.10.19 [92d709cd] + IrrationalConstants v0.2.6 [692b3bcd] + JLLWrappers v1.7.1 [682c06a0] + JSON v1.3.0 [0f8b85d8] + JSON3 v1.14.3 [4076af6c] + JuMP v1.29.3 [2ab3a3ac] + LogExpFunctions v0.3.29 [e6f89c97] + LoggingExtras v1.2.0 [1914dd2f] + MacroTools v0.5.16 [b8f27783] + MathOptInterface v1.46.0 [739be429] + MbedTLS v1.1.9 [d8a4904e] + MutableArithmetics v1.6.7 [77ba4419] + NaNMath v1.1.3 [4d8831e6] + OpenSSL v1.6.0 [bac558e1] + OrderedCollections v1.8.1 [69de0a69] + Parsers v2.8.3 [aea7be01] + PrecompileTools v1.3.3 [21216c6a] + Preferences v1.5.0 [3cdcf5f2] + RecipesBase v1.3.4 [189a3867] + Reexport v1.2.2 [f4570300] + SDDP v1.13.1 [777ac1f9] + SimpleBufferStream v1.2.0 [276daf66] + SpecialFunctions v2.6.1 [1e83bf80] + StaticArraysCore v1.4.4 [10745b16] + Statistics v1.11.1 [856f2bd8] + StructTypes v1.11.0 [ec057cc2] + StructUtils v2.6.0 [a759f4b9] + TimerOutputs v0.5.29 [3bb67fe8] + TranscodingStreams v0.11.3 [5c2747f8] + URIs v1.6.1 [6e34b625] + Bzip2_jll v1.0.9+0 [c8ffd9c3] + MbedTLS_jll v2.28.1010+0 [efe28fd5] + OpenSpecFun_jll v0.5.6+0 [56f22d72] + Artifacts v1.11.0 [2a0f44e3] + Base64 v1.11.0 [ade2ca70] + Dates v1.11.0 [8ba89e20] + Distributed v1.11.0 [b77e0a4c] + InteractiveUtils v1.11.0 [ac6e5ff7] + JuliaSyntaxHighlighting v1.12.0 [8f399da3] + Libdl v1.11.0 [37e2e46d] + LinearAlgebra v1.13.0 [56ddb016] + Logging v1.11.0 [d6f4376e] + Markdown v1.11.0 [a63ad114] + Mmap v1.11.0 [ca575930] + NetworkOptions v1.3.0 [de0858da] + Printf v1.11.0 [9abbd945] + Profile v1.11.0 [9a3f8284] + Random v1.11.0 [ea8e919c] + SHA v1.0.0 [9e88b42a] + Serialization v1.11.0 [6462fe0b] + Sockets v1.11.0 [2f01184e] + SparseArrays v1.13.0 [f489334b] + StyledStrings v1.13.0 [fa267f1f] + TOML v1.0.3 [8dfed614] + Test v1.11.0 [cf7118a7] + UUIDs v1.11.0 [4ec0a83e] + Unicode v1.11.0 [e66e0078] + CompilerSupportLibraries_jll v1.3.0+1 [14a3606d] + MozillaCACerts_jll v2025.11.4 [4536629a] + OpenBLAS_jll v0.3.29+0 [05823500] + OpenLibm_jll v0.8.7+0 [458c3c95] + OpenSSL_jll v3.5.4+0 [bea87d4a] + SuiteSparse_jll v7.10.1+0 [83775a58] + Zlib_jll v1.3.1+2 [8e850b90] + libblastrampoline_jll v5.15.0+0 Installation completed after 5.11s ################################################################################ # Precompilation # Precompiling PkgEval dependencies... ┌ Error: Failed to use TestEnv.jl; test dependencies will not be precompiled │ exception = │ UndefVarError: `project_rel_path` not defined in `TestEnv` │ Suggestion: this global was defined as `Pkg.Operations.project_rel_path` but not assigned a value. │ Stacktrace: │ [1] get_test_dir(ctx::Pkg.Types.Context, pkgspec::PackageSpec) │ @ TestEnv ~/.julia/packages/TestEnv/i9lgt/src/julia-1.11/common.jl:75 │ [2] test_dir_has_project_file │ @ ~/.julia/packages/TestEnv/i9lgt/src/julia-1.11/common.jl:52 [inlined] │ [3] maybe_gen_project_override! │ @ ~/.julia/packages/TestEnv/i9lgt/src/julia-1.11/common.jl:83 [inlined] │ [4] activate(pkg::String; allow_reresolve::Bool) │ @ TestEnv ~/.julia/packages/TestEnv/i9lgt/src/julia-1.11/activate_set.jl:12 │ [5] activate(pkg::String) │ @ TestEnv ~/.julia/packages/TestEnv/i9lgt/src/julia-1.11/activate_set.jl:9 │ [6] top-level scope │ @ /PkgEval.jl/scripts/precompile.jl:24 │ [7] include(mod::Module, _path::String) │ @ Base ./Base.jl:309 │ [8] exec_options(opts::Base.JLOptions) │ @ Base ./client.jl:344 │ [9] _start() │ @ Base ./client.jl:577 └ @ Main /PkgEval.jl/scripts/precompile.jl:26 Precompiling package dependencies... Precompiling packages... 79150.9 ms ✓ MathOptInterface 63365.7 ms ✓ JuMP 24913.1 ms ✓ SDDP 3 dependencies successfully precompiled in 171 seconds. 69 already precompiled. Precompilation completed after 182.96s ################################################################################ # Testing # Testing SDDP Status `/tmp/jl_mAV7c8/Project.toml` [87dc4568] HiGHS v1.20.1 [b6b21f68] Ipopt v1.13.0 [682c06a0] JSON v1.3.0 [7d188eb4] JSONSchema v1.5.0 [91a5bcdd] Plots v1.41.2 [f4570300] SDDP v1.13.1 [10745b16] Statistics v1.11.1 [8ba89e20] Distributed v1.11.0 [f43a241f] Downloads v1.7.0 [44cfe95a] Pkg v1.13.0 [9a3f8284] Random v1.11.0 [8dfed614] Test v1.11.0 Status `/tmp/jl_mAV7c8/Manifest.toml` [66dad0bd] AliasTables v1.1.3 [6e4b80f9] BenchmarkTools v1.6.3 [d1d4a3ce] BitFlags v0.1.9 [523fee87] CodecBzip2 v0.8.5 [944b1d66] CodecZlib v0.7.8 [35d6a980] ColorSchemes v3.31.0 [3da002f7] ColorTypes v0.12.1 [c3611d14] ColorVectorSpace v0.11.0 [5ae59095] Colors v0.13.1 [bbf7d656] CommonSubexpressions v0.3.1 [34da2185] Compat v4.18.1 [f0e56b4a] ConcurrentUtilities v2.5.0 [d38c429a] Contour v0.6.3 [9a962f9c] DataAPI v1.16.0 [864edb3b] DataStructures v0.19.3 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Testing Running tests... [ Info: Experimental.jl [ Info: fetching remote ref https://jump.dev/MathOptFormat/schemas/mof.1.schema.json [ Info: Inner.jl Node: 3 - elapsed time: 0.39 plus 9.17 for vertex selection. Node: 2 - elapsed time: 0.31 plus 0.29 for vertex selection. Node: 1 - elapsed time: 0.31 plus 0.29 for vertex selection. First-stage upper bound: 45.83333333333332 Total time for upper bound: 10.744533224 ┌ Warning: You must select an optimizer for performing vertex selection. └ @ SDDP.Inner ~/.julia/packages/SDDP/ScjyB/src/Inner.jl:1048 Node: 19 - elapsed time: 0.38 plus 0.33 for vertex selection. Node: 18 - elapsed time: 0.46 plus 0.33 for vertex selection. Node: 17 - elapsed time: 0.46 plus 0.33 for vertex selection. Node: 16 - elapsed time: 0.46 plus 0.36 for vertex selection. Node: 15 - elapsed time: 0.54 plus 0.34 for vertex selection. Node: 14 - elapsed time: 0.47 plus 0.33 for vertex selection. Node: 13 - elapsed time: 0.48 plus 0.34 for vertex selection. Node: 12 - elapsed time: 0.47 plus 0.34 for vertex selection. Node: 11 - elapsed time: 0.46 plus 0.34 for vertex selection. Node: 10 - elapsed time: 0.61 plus 0.53 for vertex selection. Node: 9 - elapsed time: 0.62 plus 0.45 for vertex selection. Node: 8 - elapsed time: 0.63 plus 0.51 for vertex selection. Node: 7 - elapsed time: 0.66 plus 0.34 for vertex selection. Node: 6 - elapsed time: 0.46 plus 0.33 for vertex selection. Node: 5 - elapsed time: 0.45 plus 1.05 for vertex selection. Node: 4 - elapsed time: 0.45 plus 0.34 for vertex selection. Node: 3 - elapsed time: 0.48 plus 0.34 for vertex selection. Node: 2 - elapsed time: 0.48 plus 0.34 for vertex selection. Node: 1 - elapsed time: 0.48 plus 0.34 for vertex selection. Selection removed 500 vertices [ Info: MSPFormat.jl [ Info: algorithm.jl ┌ Warning: Unable to recover in direct mode! Remove `direct = true` when creating the policy graph. └ @ SDDP ~/.julia/packages/SDDP/ScjyB/src/algorithm.jl:401 [ Info: Writing cuts to the file `model_infeasible_node_1.cuts.json` [ Info: Writing cuts to the file `model_infeasible_node_1.cuts.json` ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 1 scenarios : 1.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [3, 3] JuMP.AffExpr in MOI.GreaterThan{Float64} : [1, 1] JuMP.VariableRef in MOI.GreaterThan{Float64} : [2, 2] JuMP.VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+00] bounds range [0e+00, 0e+00] rhs range [2e+00, 2e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- † 1 0.000000e+00 0.000000e+00 5.826242e-01 4 1 3 0.000000e+00 0.000000e+00 1.114104e+00 12 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 1.114104e+00 total solves : 12 best bound : 0.000000e+00 simulation ci : 0.000000e+00 ± 0.000000e+00 numeric issues : 1 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 8.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [6, 6] JuMP.AffExpr in MOI.EqualTo{Float64} : [1, 1] JuMP.VariableRef in MOI.GreaterThan{Float64} : [4, 4] JuMP.VariableRef in MOI.LessThan{Float64} : [2, 3] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 3e+02] bounds range [1e+02, 2e+02] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 1.100000e+05 1.075000e+05 7.063210e-01 9 1 20 7.500000e+04 1.075000e+05 1.344675e+00 204 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 1.344675e+00 total solves : 204 best bound : 1.075000e+05 simulation ci : 8.268750e+04 ± 1.084410e+04 numeric issues : 0 ------------------------------------------------------------------- ┌ Warning: Re-training a model with existing cuts! │ │ Are you sure you want to do this? The output from this training may be │ misleading because the policy is already partially trained. │ │ If you meant to train a new policy with different settings, you must │ build a new model. │ │ If you meant to refine a previously trained policy, turn off this │ warning by passing `add_to_existing_cuts = true` as a keyword argument │ to `SDDP.train`. │ │ In a future release, this warning may turn into an error. └ @ SDDP ~/.julia/packages/SDDP/ScjyB/src/algorithm.jl:1181 ┌ Warning: Re-training a model with existing cuts! │ │ Are you sure you want to do this? The output from this training may be │ misleading because the policy is already partially trained. │ │ If you meant to train a new policy with different settings, you must │ build a new model. │ │ If you meant to refine a previously trained policy, turn off this │ warning by passing `add_to_existing_cuts = true` as a keyword argument │ to `SDDP.train`. │ │ In a future release, this warning may turn into an error. └ @ SDDP ~/.julia/packages/SDDP/ScjyB/src/algorithm.jl:1181 [ Info: binary_expansion.jl [ Info: deterministic_equivalent.jl [ Info: modeling_aids.jl ┌ Warning: Budget for nodes is less than the number of stages. Using one node per stage. └ @ SDDP ~/.julia/packages/SDDP/ScjyB/src/modeling_aids.jl:125 [ Info: user_interface.jl [ Info: backward_sampling_schemes.jl [ Info: bellman_functions.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 2.70000e+01 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [6, 6] JuMP.AffExpr in MOI.EqualTo{Float64} : [2, 2] JuMP.VariableRef in MOI.GreaterThan{Float64} : [5, 5] JuMP.VariableRef in MOI.LessThan{Float64} : [1, 2] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+01] bounds range [5e+00, 2e+01] rhs range [2e+00, 1e+01] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 2.500000e+01 2.138889e+01 1.464307e+00 12 1 10 2.500000e+00 3.361111e+01 1.494159e+00 120 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 1.494159e+00 total solves : 120 best bound : 3.361111e+01 simulation ci : 2.775000e+01 ± 3.280073e+01 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 2.70000e+01 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [6, 6] JuMP.AffExpr in MOI.EqualTo{Float64} : [2, 2] JuMP.VariableRef in MOI.GreaterThan{Float64} : [5, 5] JuMP.VariableRef in MOI.LessThan{Float64} : [1, 2] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+01] bounds range [5e+00, 2e+01] rhs range [2e+00, 1e+01] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 2.500000e+01 2.083333e+01 6.741040e-01 12 1 10 2.500000e+00 3.361111e+01 7.101028e-01 120 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 7.101028e-01 total solves : 120 best bound : 3.361111e+01 simulation ci : 2.775000e+01 ± 3.280073e+01 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 1 state variables : 1 scenarios : Inf existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [8, 8] JuMP.AffExpr in MOI.EqualTo{Float64} : [2, 2] JuMP.VariableRef in MOI.EqualTo{Float64} : [3, 3] JuMP.VariableRef in MOI.GreaterThan{Float64} : [5, 5] JuMP.VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+01] bounds range [5e+00, 2e+01] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 9.250000e+01 5.268631e+01 1.136589e-02 46 1 50 0.000000e+00 1.191663e+02 5.594990e-01 1625 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 5.594990e-01 total solves : 1625 best bound : 1.191663e+02 simulation ci : 7.795000e+01 ± 2.885518e+01 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 1 state variables : 1 scenarios : Inf existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [8, 8] JuMP.AffExpr in MOI.EqualTo{Float64} : [2, 2] JuMP.VariableRef in MOI.EqualTo{Float64} : [3, 3] JuMP.VariableRef in MOI.GreaterThan{Float64} : [5, 5] JuMP.VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+01] bounds range [5e+00, 2e+01] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 9.250000e+01 5.268631e+01 1.168299e-02 46 1 50 0.000000e+00 1.191663e+02 5.764132e-01 1625 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 5.764132e-01 total solves : 1625 best bound : 1.191663e+02 simulation ci : 7.795000e+01 ± 2.885518e+01 numeric issues : 0 ------------------------------------------------------------------- [ Info: duality_handlers.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 2 scenarios : 1.00000e+02 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [5, 11] JuMP.AffExpr in MOI.LessThan{Float64} : [2, 2] JuMP.VariableRef in MOI.GreaterThan{Float64} : [3, 7] JuMP.VariableRef in MOI.LessThan{Float64} : [2, 7] JuMP.VariableRef in MOI.ZeroOne : [4, 4] numerical stability report matrix range [1e+00, 6e+00] objective range [1e+00, 3e+01] bounds range [1e+00, 1e+02] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 -4.650000e+01 -7.053967e+01 3.526767e+00 103 1 3S -5.785826e+01 -6.755367e+01 5.207261e+00 309 1 4S -6.230988e+01 -6.688020e+01 6.238841e+00 412 1 5S -7.577792e+01 -6.680771e+01 7.350154e+00 515 1 6S -6.064080e+01 -6.678327e+01 8.483966e+00 618 1 7S -6.493167e+01 -6.677772e+01 9.509396e+00 721 1 15S -4.168889e+01 -6.677644e+01 1.534450e+01 1545 1 25S -4.168889e+01 -6.677644e+01 2.145637e+01 2575 1 35S -3.268889e+01 -6.677644e+01 2.737758e+01 3605 1 45S -4.168889e+01 -6.677644e+01 3.326587e+01 4635 1 55S -4.868889e+01 -6.677644e+01 3.922415e+01 5665 1 65S -4.168889e+01 -6.677644e+01 4.502416e+01 6695 1 75S -8.368889e+01 -6.677644e+01 5.039738e+01 7725 1 85S -6.068889e+01 -6.677644e+01 5.619179e+01 8755 1 95S -6.468889e+01 -6.677644e+01 6.212176e+01 9785 1 100 -8.368889e+01 -6.677644e+01 6.453590e+01 10300 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 6.453590e+01 total solves : 10300 best bound : -6.677644e+01 simulation ci : -5.960112e+01 ± 3.154656e+00 numeric issues : 0 ------------------------------------------------------------------- ****************************************************************************** This program contains Ipopt, a library for large-scale nonlinear optimization. Ipopt is released as open source code under the Eclipse Public License (EPL). For more information visit https://github.com/coin-or/Ipopt ****************************************************************************** [ Info: forward_passes.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 1 scenarios : 4.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [3, 3] JuMP.VariableRef in MOI.EqualTo{Float64} : [1, 1] JuMP.VariableRef in MOI.GreaterThan{Float64} : [1, 1] JuMP.VariableRef in MOI.LessThan{Float64} : [2, 2] numerical stability report matrix range [0e+00, 0e+00] objective range [1e+00, 1e+00] bounds range [1e+00, 1e+02] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 3.000000e+00 6.000000e+00 7.467031e-03 8 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 7.467031e-03 total solves : 8 best bound : 6.000000e+00 simulation ci : 3.000000e+00 ± NaN numeric issues : 0 ------------------------------------------------------------------- ┌ Warning: Re-training a model with existing cuts! │ │ Are you sure you want to do this? The output from this training may be │ misleading because the policy is already partially trained. │ │ If you meant to train a new policy with different settings, you must │ build a new model. │ │ If you meant to refine a previously trained policy, turn off this │ warning by passing `add_to_existing_cuts = true` as a keyword argument │ to `SDDP.train`. │ │ In a future release, this warning may turn into an error. └ @ SDDP ~/.julia/packages/SDDP/ScjyB/src/algorithm.jl:1181 [ Info: local_improvement_search.jl [ Info: exp = 15 [ Info: OA(exp) = 220 [ Info: piecewise = 7 [ Info: OA(piecewise) = 6 [ Info: squared = 3 [ Info: OA(squared) = 16 [ Info: parallel_schemes.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 1 scenarios : 4.00000e+00 existing cuts : false options solver : Asynchronous mode with 4 workers. risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [3, 3] VariableRef in MOI.GreaterThan{Float64} : [1, 1] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [0e+00, 0e+00] objective range [1e+00, 1e+00] bounds range [1e+00, 6e+00] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 9.000000e+00 6.000000e+00 2.772985e+02 2 4 20 9.000000e+00 6.000000e+00 2.824725e+02 40 4 ------------------------------------------------------------------- status : iteration_limit total time (s) : 2.824725e+02 total solves : 40 best bound : 6.000000e+00 simulation ci : 6.100000e+00 ± 8.279024e-01 numeric issues : 0 ------------------------------------------------------------------- ┌ Warning: Re-training a model with existing cuts! │ │ Are you sure you want to do this? The output from this training may be │ misleading because the policy is already partially trained. │ │ If you meant to train a new policy with different settings, you must │ build a new model. │ │ If you meant to refine a previously trained policy, turn off this │ warning by passing `add_to_existing_cuts = true` as a keyword argument │ to `SDDP.train`. │ │ In a future release, this warning may turn into an error. └ @ SDDP ~/.julia/packages/SDDP/ScjyB/src/algorithm.jl:1181 ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 1 scenarios : 4.00000e+00 existing cuts : true options solver : Asynchronous mode with 4 workers. risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [3, 3] AffExpr in MOI.GreaterThan{Float64} : [2, 2] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [2, 2] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+00] bounds range [1e+00, 6e+00] rhs range [4e+00, 4e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 5.000000e+00 6.000000e+00 5.119290e-01 48 1 20 9.000000e+00 6.000000e+00 1.075580e+00 162 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 1.075580e+00 total solves : 162 best bound : 6.000000e+00 simulation ci : 5.900000e+00 ± 9.633534e-01 numeric issues : 0 ------------------------------------------------------------------- [ Info: risk_measures.jl ┌ Warning: Radius is very small. You should probably use `SDDP.Expectation()` instead. └ @ SDDP ~/.julia/packages/SDDP/ScjyB/src/plugins/risk_measures.jl:528 ┌ Warning: Radius is very small. You should probably use `SDDP.Expectation()` instead. └ @ SDDP ~/.julia/packages/SDDP/ScjyB/src/plugins/risk_measures.jl:528 ┌ Warning: Radius is very small. You should probably use `SDDP.Expectation()` instead. └ @ SDDP ~/.julia/packages/SDDP/ScjyB/src/plugins/risk_measures.jl:528 [ Info: sampling_schemes.jl [ Info: stopping_rules.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 1 scenarios : 1.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [3, 3] VariableRef in MOI.GreaterThan{Float64} : [2, 2] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [0e+00, 0e+00] objective range [1e+00, 1e+00] bounds range [0e+00, 0e+00] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 0.000000e+00 0.000000e+00 8.465290e-02 4 1 50 0.000000e+00 0.000000e+00 5.369561e-01 200 1 ------------------------------------------------------------------- status : first_stage_stopping total time (s) : 5.369561e-01 total solves : 200 best bound : 0.000000e+00 simulation ci : 0.000000e+00 ± 0.000000e+00 numeric issues : 0 ------------------------------------------------------------------- ┌ Warning: Are you really sure you want to use this stopping rule? Read why we don't recommend it by typing `? SDDP.Statistical` into the REPL to read the docstring. │ │ If you understand what you are doing, you can disable this warning with `SDDP.Statistical(; disable_warning = true)` └ @ SDDP ~/.julia/packages/SDDP/ScjyB/src/plugins/stopping_rules.jl:132 Simulated policy value: [ 5.035598e+00, 6.964402e+00] Simulated policy value: [ 5.282880e+00, 7.117120e+00] Simulated policy value: [ 5.606329e+00, 7.393671e+00] ┌ Warning: Are you really sure you want to use this stopping rule? Read why we don't recommend it by typing `? SDDP.Statistical` into the REPL to read the docstring. │ │ If you understand what you are doing, you can disable this warning with `SDDP.Statistical(; disable_warning = true)` └ @ SDDP ~/.julia/packages/SDDP/ScjyB/src/plugins/stopping_rules.jl:132 Simulated policy value: [ 5.035598e+00, 6.964402e+00] Simulated policy value: [ 5.282880e+00, 7.117120e+00] Simulated policy value: [ 5.606329e+00, 7.393671e+00] ┌ Warning: Are you really sure you want to use this stopping rule? Read why we don't recommend it by typing `? SDDP.Statistical` into the REPL to read the docstring. │ │ If you understand what you are doing, you can disable this warning with `SDDP.Statistical(; disable_warning = true)` └ @ SDDP ~/.julia/packages/SDDP/ScjyB/src/plugins/stopping_rules.jl:132 [ Info: threaded.jl [ Info: value_functions.jl [ Info: visualization.jl ERROR: LoadError: ParseError: # Error @ /home/pkgeval/.julia/packages/Unzip/BU542/src/Unzip.jl:144:18 function zip_missing(::Tuple{}, longer)  map(function (second_one) # └──────────┘ ── Invalid signature in function definition Stacktrace:  [1] top-level scope  @ ~/.julia/packages/Unzip/BU542/src/Unzip.jl:144  [2] include(mod::Module, _path::String)  @ Base ./Base.jl:309  [3] include_package_for_output(pkg::Base.PkgId, input::String, depot_path::Vector{String}, dl_load_path::Vector{String}, load_path::Vector{String}, concrete_deps::Vector{Pair{Base.PkgId, UInt128}}, source::Nothing)  @ Base ./loading.jl:3157  [4] top-level scope  @ stdin:5  [5] eval(m::Module, e::Any)  @ Core ./boot.jl:489  [6] include_string(mapexpr::typeof(identity), mod::Module, code::String, filename::String)  @ Base ./loading.jl:3003  [7] include_string  @ ./loading.jl:3013 [inlined]  [8] exec_options(opts::Base.JLOptions)  @ Base ./client.jl:342  [9] _start()  @ Base ./client.jl:577 in expression starting at /home/pkgeval/.julia/packages/Unzip/BU542/src/Unzip.jl:144 in expression starting at stdin:5 ERROR: LoadError: ParseError: # Error @ /home/pkgeval/.julia/packages/Unzip/BU542/src/Unzip.jl:144:18 function zip_missing(::Tuple{}, longer)  map(function (second_one) # └──────────┘ ── Invalid signature in function definition Stacktrace:  [1] top-level scope  @ ~/.julia/packages/Unzip/BU542/src/Unzip.jl:144  [2] include(mod::Module, _path::String)  @ Base ./Base.jl:309  [3] include_package_for_output(pkg::Base.PkgId, input::String, depot_path::Vector{String}, dl_load_path::Vector{String}, load_path::Vector{String}, concrete_deps::Vector{Pair{Base.PkgId, UInt128}}, source::Nothing)  @ Base ./loading.jl:3157  [4] top-level scope  @ stdin:5  [5] eval(m::Module, e::Any)  @ Core ./boot.jl:489  [6] include_string(mapexpr::typeof(identity), mod::Module, code::String, filename::String)  @ Base ./loading.jl:3003  [7] include_string  @ ./loading.jl:3013 [inlined]  [8] exec_options(opts::Base.JLOptions)  @ Base ./client.jl:342  [9] _start()  @ Base ./client.jl:577 in expression starting at /home/pkgeval/.julia/packages/Unzip/BU542/src/Unzip.jl:144 in expression starting at stdin:5 1 dependency had output during precompilation: ┌ Unzip │ [Output was shown above] └ visualization.jl: Error During Test at /home/pkgeval/.julia/packages/SDDP/ScjyB/test/runtests.jl:13 Got exception outside of a @test LoadError: The following 1 package failed to precompile: Unzip Failed to precompile Unzip [41fe7b60-77ed-43a1-b4f0-825fd5a5650d] to "/home/pkgeval/.julia/compiled/v1.14/Unzip/jl_33kCbe" (ProcessExited(1)). in expression starting at /home/pkgeval/.julia/packages/Plots/ywg93/src/Plots.jl:1 in expression starting at /home/pkgeval/.julia/packages/SDDP/ScjyB/test/visualization/visualization.jl:6 [ Info: FAST_hydro_thermal.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 1 scenarios : 2.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [6, 6] AffExpr in MOI.GreaterThan{Float64} : [1, 1] AffExpr in MOI.LessThan{Float64} : [1, 1] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [3, 4] VariableRef in MOI.LessThan{Float64} : [2, 2] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 5e+00] bounds range [8e+00, 8e+00] rhs range [6e+00, 6e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 -2.000000e+01 -1.000000e+01 6.052532e+00 5 1 20 0.000000e+00 -1.000000e+01 6.607721e+00 104 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 6.607721e+00 total solves : 104 best bound : -1.000000e+01 simulation ci : -1.100000e+01 ± 4.474009e+00 numeric issues : 0 ------------------------------------------------------------------- [ Info: FAST_production_management.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 2 scenarios : 4.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [8, 8] AffExpr in MOI.LessThan{Float64} : [3, 3] VariableRef in MOI.GreaterThan{Float64} : [5, 5] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [2e-01, 3e+00] bounds range [5e+01, 5e+01] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 5 -5.320000e+00 -2.396000e+01 8.130090e-01 52 1 10 -2.396000e+01 -2.396000e+01 8.217010e-01 92 1 15 -4.260000e+01 -2.396000e+01 8.314202e-01 132 1 20 -2.396000e+01 -2.396000e+01 8.424292e-01 172 1 25 -5.320000e+00 -2.396000e+01 8.566291e-01 224 1 30 -5.320000e+00 -2.396000e+01 8.707190e-01 264 1 35 -2.396000e+01 -2.396000e+01 8.866260e-01 304 1 40 -2.396000e+01 -2.396000e+01 9.036431e-01 344 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 9.036431e-01 total solves : 344 best bound : -2.396000e+01 simulation ci : -1.868714e+01 ± 3.990349e+00 numeric issues : 0 ------------------------------------------------------------------- ──────────────────────────────────────────────────────────────────────────────────── Time Allocations ─────────────────────── ──────────────────────── Tot / % measured: 1.24s / 70.7% 12.0MiB / 59.6% Section ncalls time %tot avg alloc %tot avg ──────────────────────────────────────────────────────────────────────────────────── forward_pass 40 548ms 62.5% 13.7ms 1.54MiB 21.6% 39.5KiB solve_subproblem 120 546ms 62.3% 4.55ms 1.38MiB 19.3% 11.7KiB get_dual_solution 120 54.4μs 0.0% 453ns 13.1KiB 0.2% 112B sample_scenario 40 436μs 0.0% 10.9μs 22.3KiB 0.3% 572B backward_pass 40 317ms 36.2% 7.93ms 5.41MiB 75.8% 139KiB solve_subproblem 160 281ms 32.0% 1.75ms 721KiB 9.9% 4.51KiB get_dual_solution 160 1.35ms 0.2% 8.45μs 185KiB 2.5% 1.16KiB prepare_backward_pass 160 134μs 0.0% 835ns 15.0KiB 0.2% 96.0B calculate_bound 40 10.9ms 1.2% 273μs 182KiB 2.5% 4.54KiB get_dual_solution 40 30.8μs 0.0% 769ns 4.38KiB 0.1% 112B get_dual_solution 36 13.2μs 0.0% 365ns 3.94KiB 0.1% 112B ──────────────────────────────────────────────────────────────────────────────────── ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 2 scenarios : 4.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [8, 8] AffExpr in MOI.LessThan{Float64} : [3, 3] VariableRef in MOI.GreaterThan{Float64} : [5, 5] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [2e-01, 3e+00] bounds range [5e+01, 5e+01] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 5 -2.396000e+01 -2.396000e+01 8.222501e-01 52 1 10 -2.396000e+01 -2.396000e+01 8.314142e-01 92 1 15 -2.396000e+01 -2.396000e+01 8.415122e-01 132 1 20 -4.260000e+01 -2.396000e+01 8.524282e-01 172 1 25 -5.320000e+00 -2.396000e+01 8.703921e-01 224 1 30 -2.396000e+01 -2.396000e+01 8.911831e-01 264 1 35 -2.396000e+01 -2.396000e+01 9.144170e-01 304 1 40 -5.320000e+00 -2.396000e+01 9.406440e-01 344 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 9.406440e-01 total solves : 344 best bound : -2.396000e+01 simulation ci : -2.237170e+01 ± 4.300524e+00 numeric issues : 0 ------------------------------------------------------------------- ──────────────────────────────────────────────────────────────────────────────────── Time Allocations ─────────────────────── ──────────────────────── Tot / % measured: 950ms / 83.6% 13.6MiB / 94.4% Section ncalls time %tot avg alloc %tot avg ──────────────────────────────────────────────────────────────────────────────────── forward_pass 40 680ms 85.6% 17.0ms 1.54MiB 12.0% 39.5KiB solve_subproblem 120 678ms 85.4% 5.65ms 1.38MiB 10.7% 11.7KiB get_dual_solution 120 46.4μs 0.0% 386ns 13.1KiB 0.1% 112B sample_scenario 40 418μs 0.1% 10.4μs 22.5KiB 0.2% 575B backward_pass 40 103ms 12.9% 2.56ms 11.1MiB 86.5% 284KiB solve_subproblem 160 33.5ms 4.2% 209μs 722KiB 5.5% 4.51KiB get_dual_solution 160 1.24ms 0.2% 7.73μs 185KiB 1.4% 1.16KiB prepare_backward_pass 160 120μs 0.0% 751ns 15.0KiB 0.1% 96.0B calculate_bound 40 11.4ms 1.4% 286μs 183KiB 1.4% 4.58KiB get_dual_solution 40 17.3μs 0.0% 432ns 4.38KiB 0.0% 112B get_dual_solution 36 17.2μs 0.0% 479ns 3.94KiB 0.0% 112B ──────────────────────────────────────────────────────────────────────────────────── [ Info: FAST_quickstart.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 1 scenarios : 2.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [3, 4] AffExpr in MOI.LessThan{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [2, 3] VariableRef in MOI.LessThan{Float64} : [2, 2] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 2e+00] bounds range [2e+00, 5e+00] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 0.000000e+00 -2.500000e+00 5.346818e-01 5 1 2 -2.500000e+00 -2.000000e+00 5.369060e-01 14 1 3 -1.000000e+00 -2.000000e+00 5.529959e-01 19 1 4 -1.000000e+00 -2.000000e+00 5.539918e-01 24 1 5 -1.000000e+00 -2.000000e+00 5.548840e-01 29 1 6 -3.000000e+00 -2.000000e+00 5.557489e-01 34 1 7 -1.000000e+00 -2.000000e+00 5.566020e-01 39 1 8 -1.000000e+00 -2.000000e+00 5.574448e-01 44 1 9 -3.000000e+00 -2.000000e+00 5.583279e-01 49 1 10 -1.000000e+00 -2.000000e+00 5.592520e-01 54 1 11 -3.000000e+00 -2.000000e+00 5.601518e-01 59 1 12 -3.000000e+00 -2.000000e+00 5.610740e-01 64 1 13 -1.000000e+00 -2.000000e+00 5.620210e-01 69 1 14 -1.000000e+00 -2.000000e+00 5.629928e-01 74 1 15 -3.000000e+00 -2.000000e+00 5.639980e-01 79 1 16 -1.000000e+00 -2.000000e+00 5.650380e-01 84 1 17 -3.000000e+00 -2.000000e+00 5.660920e-01 89 1 18 -3.000000e+00 -2.000000e+00 5.671549e-01 94 1 19 -1.000000e+00 -2.000000e+00 5.682969e-01 99 1 20 -3.000000e+00 -2.000000e+00 5.696719e-01 104 1 21 -1.000000e+00 -2.000000e+00 5.719230e-01 113 1 22 -1.000000e+00 -2.000000e+00 5.733829e-01 118 1 23 -3.000000e+00 -2.000000e+00 5.748479e-01 123 1 24 -3.000000e+00 -2.000000e+00 5.763559e-01 128 1 25 -1.000000e+00 -2.000000e+00 5.778739e-01 133 1 26 -3.000000e+00 -2.000000e+00 5.793509e-01 138 1 27 -3.000000e+00 -2.000000e+00 5.808070e-01 143 1 28 -1.000000e+00 -2.000000e+00 5.821600e-01 148 1 29 -3.000000e+00 -2.000000e+00 5.835400e-01 153 1 30 -3.000000e+00 -2.000000e+00 5.848360e-01 158 1 31 -1.000000e+00 -2.000000e+00 5.861628e-01 163 1 32 -1.000000e+00 -2.000000e+00 5.875518e-01 168 1 33 -1.000000e+00 -2.000000e+00 5.888638e-01 173 1 34 -3.000000e+00 -2.000000e+00 5.901608e-01 178 1 35 -1.000000e+00 -2.000000e+00 5.914838e-01 183 1 36 -3.000000e+00 -2.000000e+00 5.928409e-01 188 1 37 -1.000000e+00 -2.000000e+00 5.942180e-01 193 1 38 -1.000000e+00 -2.000000e+00 5.956328e-01 198 1 39 -1.000000e+00 -2.000000e+00 5.970850e-01 203 1 40 -1.000000e+00 -2.000000e+00 5.985680e-01 208 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 5.985680e-01 total solves : 208 best bound : -2.000000e+00 simulation ci : -1.812500e+00 ± 3.171441e-01 numeric issues : 0 ------------------------------------------------------------------- [ Info: Hydro_thermal.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : Inf existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [6, 6] AffExpr in MOI.EqualTo{Float64} : [2, 2] VariableRef in MOI.GreaterThan{Float64} : [5, 5] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 3e+00] bounds range [5e+00, 2e+01] rhs range [2e+00, 1e+01] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 4.000000e+01 1.882708e+01 6.420522e-01 51 1 26 3.830773e+02 2.282913e+02 1.790566e+00 4602 1 30 2.138334e+03 2.336430e+02 3.032306e+00 7674 1 38 8.025312e+02 2.352957e+02 4.353601e+00 10194 1 46 1.737622e+02 2.358930e+02 5.441303e+00 12054 1 57 6.154394e+01 2.360915e+02 6.446082e+00 13671 1 63 1.493193e+03 2.362190e+02 8.080698e+00 15909 1 75 6.724519e+02 2.363362e+02 9.477046e+00 18477 1 100 4.969839e+02 2.364135e+02 1.289734e+01 23928 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 1.289734e+01 total solves : 23928 best bound : 2.364135e+02 simulation ci : 2.345669e+02 ± 6.032770e+01 numeric issues : 0 ------------------------------------------------------------------- On average, 2.1 units of thermal are used in the first stage. [ Info: StochDynamicProgramming.jl_multistock.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 5 state variables : 3 scenarios : 1.43489e+07 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [13, 13] AffExpr in MOI.EqualTo{Float64} : [3, 3] AffExpr in MOI.LessThan{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [7, 7] VariableRef in MOI.LessThan{Float64} : [6, 7] numerical stability report matrix range [1e+00, 1e+00] objective range [3e-01, 2e+00] bounds range [5e-01, 5e+00] rhs range [2e+00, 2e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 -4.977586e+00 -4.446713e+00 1.379330e+00 1400 1 20 -4.764789e+00 -4.394789e+00 1.592966e+00 2800 1 30 -4.672487e+00 -4.377000e+00 1.920922e+00 4200 1 40 -4.483495e+00 -4.370632e+00 2.153253e+00 5600 1 50 -4.167321e+00 -4.364999e+00 2.383392e+00 7000 1 60 -4.362455e+00 -4.358864e+00 2.617782e+00 8400 1 70 -4.849916e+00 -4.355337e+00 2.868415e+00 9800 1 80 -4.861568e+00 -4.353006e+00 3.138973e+00 11200 1 90 -4.268264e+00 -4.350407e+00 3.402164e+00 12600 1 100 -4.539897e+00 -4.348641e+00 3.667824e+00 14000 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 3.667824e+00 total solves : 14000 best bound : -4.348641e+00 simulation ci : -4.325070e+00 ± 8.068871e-02 numeric issues : 0 ------------------------------------------------------------------- [ Info: StochDynamicProgramming.jl_stock.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 5 state variables : 1 scenarios : 1.00000e+05 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [5, 5] AffExpr in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [3, 3] VariableRef in MOI.LessThan{Float64} : [2, 3] numerical stability report matrix range [1e+00, 1e+00] objective range [3e-01, 2e+00] bounds range [5e-01, 2e+00] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 -1.671715e+00 -1.476962e+00 1.279690e+00 1050 1 20 -1.529197e+00 -1.471817e+00 1.338470e+00 1600 1 30 -1.410768e+00 -1.471408e+00 1.462567e+00 2650 1 40 -1.596461e+00 -1.471258e+00 1.526889e+00 3200 1 50 -1.002277e+00 -1.471216e+00 1.693561e+00 4250 1 60 -1.085156e+00 -1.471164e+00 1.777535e+00 4800 1 70 -1.391746e+00 -1.471164e+00 1.922536e+00 5850 1 80 -1.448703e+00 -1.471132e+00 1.992792e+00 6400 1 90 -1.488989e+00 -1.471087e+00 2.149815e+00 7450 1 100 -1.564260e+00 -1.471075e+00 2.234453e+00 8000 1 110 -1.738157e+00 -1.471075e+00 2.311683e+00 8550 1 120 -1.591292e+00 -1.471075e+00 2.401006e+00 9100 1 130 -1.271481e+00 -1.471075e+00 2.479828e+00 9650 1 140 -1.249746e+00 -1.471075e+00 2.562703e+00 10200 1 150 -1.536222e+00 -1.471075e+00 2.657014e+00 10750 1 160 -1.565422e+00 -1.471075e+00 2.755335e+00 11300 1 170 -1.631076e+00 -1.471075e+00 2.845502e+00 11850 1 180 -1.494909e+00 -1.471075e+00 2.941613e+00 12400 1 182 -9.083563e-01 -1.471075e+00 2.958787e+00 12510 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 2.958787e+00 total solves : 12510 best bound : -1.471075e+00 simulation ci : -1.462065e+00 ± 2.699238e-02 numeric issues : 0 ------------------------------------------------------------------- [ Info: StructDualDynProg.jl_prob5.2_2stages.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 4 scenarios : 2.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [29, 29] AffExpr in MOI.EqualTo{Float64} : [4, 5] AffExpr in MOI.GreaterThan{Float64} : [3, 3] AffExpr in MOI.LessThan{Float64} : [4, 4] VariableRef in MOI.GreaterThan{Float64} : [22, 22] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+06] bounds range [0e+00, 0e+00] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 3.455904e+05 3.147347e+05 5.748410e-01 54 1 20 3.336455e+05 3.402383e+05 5.832629e-01 104 1 30 3.993519e+05 3.403155e+05 5.908430e-01 158 1 40 3.337559e+05 3.403155e+05 5.981860e-01 208 1 48 3.337559e+05 3.403155e+05 6.053860e-01 248 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 6.053860e-01 total solves : 248 best bound : 3.403155e+05 simulation ci : 1.298444e+08 ± 1.785864e+08 numeric issues : 0 ------------------------------------------------------------------- [ Info: StructDualDynProg.jl_prob5.2_3stages.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 4 scenarios : 4.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [29, 29] AffExpr in MOI.EqualTo{Float64} : [4, 5] AffExpr in MOI.GreaterThan{Float64} : [3, 3] AffExpr in MOI.LessThan{Float64} : [4, 4] VariableRef in MOI.EqualTo{Float64} : [3, 3] VariableRef in MOI.GreaterThan{Float64} : [22, 22] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+05] bounds range [0e+00, 0e+00] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 4.403329e+05 3.509666e+05 8.438959e-01 92 1 20 4.506600e+05 4.054833e+05 8.590610e-01 172 1 30 3.959476e+05 4.067125e+05 8.725760e-01 264 1 40 4.497721e+05 4.067125e+05 8.859990e-01 344 1 47 3.959476e+05 4.067125e+05 8.979158e-01 400 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 8.979158e-01 total solves : 400 best bound : 4.067125e+05 simulation ci : 2.696242e+07 ± 3.645299e+07 numeric issues : 0 ------------------------------------------------------------------- [ Info: agriculture_mccardle_farm.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 10 state variables : 4 scenarios : 2.70000e+01 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [24, 24] AffExpr in MOI.EqualTo{Float64} : [3, 3] AffExpr in MOI.GreaterThan{Float64} : [1, 1] AffExpr in MOI.LessThan{Float64} : [1, 6] VariableRef in MOI.GreaterThan{Float64} : [20, 20] VariableRef in MOI.LessThan{Float64} : [1, 2] numerical stability report matrix range [1e+00, 8e+01] objective range [1e+00, 1e+03] bounds range [6e+01, 6e+01] rhs range [2e+02, 3e+03] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 8.316000e+03 0.000000e+00 7.615014e+00 14 1 40 2.308500e+03 4.074139e+03 8.470256e+00 776 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 8.470256e+00 total solves : 776 best bound : 4.074139e+03 simulation ci : 4.224313e+03 ± 6.692189e+02 numeric issues : 0 ------------------------------------------------------------------- [ Info: air_conditioning.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 4.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [6, 6] AffExpr in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [4, 4] VariableRef in MOI.Integer : [3, 3] VariableRef in MOI.LessThan{Float64} : [2, 3] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 3e+02] bounds range [1e+02, 2e+02] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1L 7.000000e+04 6.250000e+04 3.044732e+00 8 1 5L 4.000000e+04 6.250000e+04 4.186515e+00 52 1 11L 4.000000e+04 6.250000e+04 5.295378e+00 100 1 17L 4.000000e+04 6.250000e+04 6.427893e+00 148 1 20L 6.000000e+04 6.250000e+04 7.103375e+00 172 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 7.103375e+00 total solves : 172 best bound : 6.250000e+04 simulation ci : 5.475000e+04 ± 7.336233e+03 numeric issues : 0 ------------------------------------------------------------------- Lower bound is: 62500.0 With first stage solutions 200.0 (production) and 100.0 (stored_production). ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 4.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [6, 6] AffExpr in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [4, 4] VariableRef in MOI.Integer : [3, 3] VariableRef in MOI.LessThan{Float64} : [2, 3] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 3e+02] bounds range [1e+02, 2e+02] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 7.000000e+04 6.250000e+04 8.031690e-01 8 1 15 5.500000e+04 6.250000e+04 1.854770e+00 132 1 20 4.000000e+04 6.250000e+04 2.207948e+00 172 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 2.207948e+00 total solves : 172 best bound : 6.250000e+04 simulation ci : 5.950000e+04 ± 8.933885e+03 numeric issues : 0 ------------------------------------------------------------------- Lower bound is: 62500.0 With first stage solutions 200.0 (production) and 100.0 (stored_production). [ Info: air_conditioning_forward.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 4.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [5, 5] AffExpr in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [4, 4] VariableRef in MOI.LessThan{Float64} : [2, 3] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 3e+02] bounds range [1e+02, 2e+02] rhs range [1e+02, 3e+02] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 7.000000e+04 6.250000e+04 1.423930e+00 5 1 10 4.000000e+04 6.250000e+04 2.143233e+00 50 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 2.143233e+00 total solves : 50 best bound : 6.250000e+04 simulation ci : 5.450000e+04 ± 1.135842e+04 numeric issues : 0 ------------------------------------------------------------------- [ Info: all_blacks.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 2 scenarios : 1.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [6, 6] AffExpr in MOI.EqualTo{Float64} : [2, 2] VariableRef in MOI.GreaterThan{Float64} : [2, 3] VariableRef in MOI.LessThan{Float64} : [3, 3] VariableRef in MOI.ZeroOne : [3, 3] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 6e+00] bounds range [1e+00, 1e+02] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1L 6.000000e+00 9.000000e+00 9.753671e-01 6 1 20L 9.000000e+00 9.000000e+00 1.102227e+00 123 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 1.102227e+00 total solves : 123 best bound : 9.000000e+00 simulation ci : 8.850000e+00 ± 2.940000e-01 numeric issues : 0 ------------------------------------------------------------------- [ Info: asset_management_simple.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 7 state variables : 2 scenarios : 8.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [5, 7] AffExpr in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [3, 5] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 4e+00] bounds range [1e+03, 1e+03] rhs range [6e+01, 8e+01] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 5 -1.109375e+01 2.605769e-01 2.669329e+00 87 1 10 -1.109375e+01 2.605769e-01 2.683254e+00 142 1 15 3.105797e+00 5.434132e-01 2.698209e+00 197 1 20 -2.463349e+01 1.503415e+00 2.713893e+00 252 1 25 -1.421085e-14 1.514085e+00 2.729080e+00 307 1 30 4.864000e+01 1.514085e+00 5.391943e+00 394 1 35 4.864000e+01 1.514085e+00 5.411954e+00 449 1 40 -8.870299e+00 1.514085e+00 5.431075e+00 504 1 45 -1.428571e+00 1.514085e+00 5.450452e+00 559 1 48 -1.428571e+00 1.514085e+00 5.463856e+00 592 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 5.463856e+00 total solves : 592 best bound : 1.514085e+00 simulation ci : 2.494033e+00 ± 5.472486e+00 numeric issues : 0 ------------------------------------------------------------------- [ Info: asset_management_stagewise.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 7 state variables : 2 scenarios : 3.20000e+01 existing cuts : false options solver : serial mode risk measure : #108 sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [5, 7] AffExpr in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [2, 5] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [2e-02, 4e+00] bounds range [1e+03, 1e+03] rhs range [6e+01, 8e+01] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 1.395796e+01 1.428818e+00 2.537914e+00 278 1 20 1.440356e+01 1.278425e+00 2.580677e+00 428 1 30 8.388546e+00 1.278425e+00 2.648652e+00 706 1 40 6.666667e-03 1.278410e+00 2.694531e+00 856 1 50 -5.614035e+00 1.278410e+00 2.767801e+00 1134 1 60 1.426676e+01 1.278410e+00 2.819407e+00 1284 1 64 1.261296e+01 1.278410e+00 2.841943e+00 1344 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 2.841943e+00 total solves : 1344 best bound : 1.278410e+00 simulation ci : 8.172580e-01 ± 5.385320e+00 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 7 state variables : 2 scenarios : 3.20000e+01 existing cuts : false options solver : serial mode risk measure : #108 sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [5, 7] AffExpr in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [2, 5] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [2e-02, 4e+00] bounds range [1e+03, 1e+03] rhs range [6e+01, 8e+01] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 1.111809e+00 1.278488e+00 1.564723e+00 278 1 20 1.111084e+01 1.278410e+00 1.621432e+00 428 1 30 2.293779e+01 1.278410e+00 1.718463e+00 706 1 40 1.426676e+01 1.278410e+00 1.818595e+00 856 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 1.818595e+00 total solves : 856 best bound : 1.278410e+00 simulation ci : 3.654300e+00 ± 6.176856e+00 numeric issues : 0 ------------------------------------------------------------------- [ Info: belief.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 4 state variables : 1 scenarios : Inf existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [7, 7] AffExpr in MOI.EqualTo{Float64} : [1, 1] AffExpr in MOI.GreaterThan{Float64} : [2, 2] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [5, 5] VariableRef in MOI.LessThan{Float64} : [3, 3] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 2e+00] bounds range [2e+00, 1e+02] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 4.787277e+00 9.346930e+00 5.578815e+00 900 1 20 6.374753e+00 1.361934e+01 5.815747e+00 1720 1 30 2.848217e+01 1.624016e+01 6.758779e+00 3036 1 40 1.973944e+01 1.776547e+01 7.769333e+00 4192 1 50 4.000000e+00 1.889360e+01 8.617242e+00 5020 1 60 1.142478e+01 1.907862e+01 9.568784e+00 5808 1 70 9.386421e+00 1.961295e+01 1.057485e+01 6540 1 80 5.667851e+01 1.890911e+01 1.125625e+01 7088 1 90 3.740597e+01 1.993139e+01 1.275096e+01 8180 1 100 9.867183e+00 2.001688e+01 1.346624e+01 8664 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 1.346624e+01 total solves : 8664 best bound : 2.001688e+01 simulation ci : 2.301336e+01 ± 4.670816e+00 numeric issues : 0 ------------------------------------------------------------------- [ Info: biobjective_hydro.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 1.33100e+03 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [9, 9] AffExpr in MOI.EqualTo{Float64} : [2, 4] AffExpr in MOI.GreaterThan{Float64} : [3, 5] VariableRef in MOI.GreaterThan{Float64} : [8, 8] VariableRef in MOI.LessThan{Float64} : [5, 6] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 0.000000e+00 0.000000e+00 3.385704e+00 36 1 10 0.000000e+00 0.000000e+00 3.429852e+00 360 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 3.429852e+00 total solves : 360 best bound : 0.000000e+00 simulation ci : 0.000000e+00 ± 0.000000e+00 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 1.33100e+03 existing cuts : true options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [9, 9] AffExpr in MOI.EqualTo{Float64} : [2, 4] AffExpr in MOI.GreaterThan{Float64} : [3, 7] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [8, 8] VariableRef in MOI.LessThan{Float64} : [5, 6] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 9.500000e+02 5.500000e+02 6.649971e-03 407 1 10 2.850000e+02 5.728212e+02 6.516409e-02 731 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 6.516409e-02 total solves : 731 best bound : 5.728212e+02 simulation ci : 6.480000e+02 ± 1.400040e+02 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 1.33100e+03 existing cuts : true options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [9, 9] AffExpr in MOI.EqualTo{Float64} : [2, 4] AffExpr in MOI.GreaterThan{Float64} : [3, 13] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [8, 8] VariableRef in MOI.LessThan{Float64} : [5, 6] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 4.150000e+02 3.347014e+02 7.652998e-03 778 1 10 2.825000e+02 3.465177e+02 7.535696e-02 1102 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 7.535696e-02 total solves : 1102 best bound : 3.465177e+02 simulation ci : 3.598954e+02 ± 6.281469e+01 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 1.33100e+03 existing cuts : true options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [9, 9] AffExpr in MOI.EqualTo{Float64} : [2, 4] AffExpr in MOI.GreaterThan{Float64} : [3, 20] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [8, 8] VariableRef in MOI.LessThan{Float64} : [5, 6] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 2.387500e+02 1.994007e+02 7.735968e-03 1149 1 10 2.587500e+02 2.052799e+02 7.373691e-02 1473 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 7.373691e-02 total solves : 1473 best bound : 2.052799e+02 simulation ci : 2.206923e+02 ± 2.764045e+01 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 1.33100e+03 existing cuts : true options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [9, 9] AffExpr in MOI.EqualTo{Float64} : [2, 4] AffExpr in MOI.GreaterThan{Float64} : [3, 24] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [8, 8] VariableRef in MOI.LessThan{Float64} : [5, 6] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 9.375000e+02 4.637735e+02 8.352041e-03 1520 1 10 2.875000e+02 4.661908e+02 7.970095e-02 1844 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 7.970095e-02 total solves : 1844 best bound : 4.661908e+02 simulation ci : 5.075000e+02 ± 1.503394e+02 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 1.33100e+03 existing cuts : true options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [9, 9] AffExpr in MOI.EqualTo{Float64} : [2, 4] AffExpr in MOI.GreaterThan{Float64} : [3, 30] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [8, 8] VariableRef in MOI.LessThan{Float64} : [5, 6] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 1.112500e+02 1.129545e+02 6.938219e-03 1891 1 10 1.000000e+02 1.129771e+02 6.091523e-02 2215 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 6.091523e-02 total solves : 2215 best bound : 1.129771e+02 simulation ci : 1.068750e+02 ± 2.168477e+01 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 1.33100e+03 existing cuts : true options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [9, 9] AffExpr in MOI.EqualTo{Float64} : [2, 4] AffExpr in MOI.GreaterThan{Float64} : [3, 34] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [8, 8] VariableRef in MOI.LessThan{Float64} : [5, 6] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 4.562500e+02 2.788383e+02 7.090092e-03 2262 1 10 1.625000e+02 2.794553e+02 6.698394e-02 2586 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 6.698394e-02 total solves : 2586 best bound : 2.794553e+02 simulation ci : 2.690625e+02 ± 6.720434e+01 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 1.33100e+03 existing cuts : true options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [9, 9] AffExpr in MOI.EqualTo{Float64} : [2, 4] AffExpr in MOI.GreaterThan{Float64} : [3, 37] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [8, 8] VariableRef in MOI.LessThan{Float64} : [5, 6] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 4.810804e+02 4.073537e+02 8.073092e-03 2633 1 10 5.487500e+02 4.077574e+02 7.721615e-02 2957 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 7.721615e-02 total solves : 2957 best bound : 4.077574e+02 simulation ci : 3.863418e+02 ± 9.936379e+01 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 1.33100e+03 existing cuts : true options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [9, 9] AffExpr in MOI.EqualTo{Float64} : [2, 4] AffExpr in MOI.GreaterThan{Float64} : [3, 43] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [8, 8] VariableRef in MOI.LessThan{Float64} : [5, 6] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 2.718750e+02 5.198033e+02 9.529114e-03 3004 1 10 6.771875e+02 5.210100e+02 8.169198e-02 3328 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 8.169198e-02 total solves : 3328 best bound : 5.210100e+02 simulation ci : 5.831217e+02 ± 1.295425e+02 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 1.33100e+03 existing cuts : true options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [9, 9] AffExpr in MOI.EqualTo{Float64} : [2, 4] AffExpr in MOI.GreaterThan{Float64} : [3, 50] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [8, 8] VariableRef in MOI.LessThan{Float64} : [5, 6] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 7.812500e+01 5.720558e+01 7.421017e-03 3375 1 10 5.312500e+01 5.938345e+01 6.603694e-02 3699 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 6.603694e-02 total solves : 3699 best bound : 5.938345e+01 simulation ci : 6.187500e+01 ± 1.306667e+01 numeric issues : 0 ------------------------------------------------------------------- [ Info: booking_management.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 5 state variables : 2 scenarios : 3.20000e+01 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [10, 10] AffExpr in MOI.EqualTo{Float64} : [2, 2] AffExpr in MOI.GreaterThan{Float64} : [2, 2] AffExpr in MOI.LessThan{Float64} : [6, 6] VariableRef in MOI.GreaterThan{Float64} : [5, 6] VariableRef in MOI.LessThan{Float64} : [6, 6] VariableRef in MOI.ZeroOne : [5, 5] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 6e+00] bounds range [1e+00, 1e+01] rhs range [1e+00, 1e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 5 8.000000e+00 9.440450e+00 2.618765e+00 235 1 10 1.000000e+01 9.159200e+00 3.136270e+00 310 1 15 1.000000e+01 9.159200e+00 3.670627e+00 385 1 20 1.000000e+01 9.159200e+00 4.191258e+00 460 1 25 1.000000e+01 9.159200e+00 6.882237e+00 695 1 30 4.000000e+00 9.159200e+00 7.383720e+00 770 1 35 1.000000e+01 9.159200e+00 7.867226e+00 845 1 40 1.000000e+01 9.159200e+00 8.416682e+00 920 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 8.416682e+00 total solves : 920 best bound : 9.159200e+00 simulation ci : 7.200000e+00 ± 8.485598e-01 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 4 scenarios : 2.16000e+02 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [18, 18] AffExpr in MOI.EqualTo{Float64} : [4, 4] AffExpr in MOI.GreaterThan{Float64} : [4, 4] AffExpr in MOI.LessThan{Float64} : [12, 12] VariableRef in MOI.GreaterThan{Float64} : [9, 10] VariableRef in MOI.LessThan{Float64} : [10, 10] VariableRef in MOI.ZeroOne : [9, 9] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 4e+00] bounds range [1e+00, 2e+01] rhs range [1e+00, 1e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 5.000000e+00 6.959189e+00 2.219356e+00 510 1 20 1.000000e+01 6.834387e+00 3.865831e+00 720 1 30 7.000000e+00 6.834387e+00 7.657368e+00 1230 1 40 1.000000e+01 6.823805e+00 9.256320e+00 1440 1 50 3.000000e+00 6.823805e+00 1.342645e+01 1950 1 60 2.000000e+00 6.823805e+00 1.517337e+01 2160 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 1.517337e+01 total solves : 2160 best bound : 6.823805e+00 simulation ci : 6.183333e+00 ± 6.694539e-01 numeric issues : 0 ------------------------------------------------------------------- [ Info: generation_expansion.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 5 state variables : 5 scenarios : 3.27680e+04 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [14, 14] AffExpr in MOI.GreaterThan{Float64} : [7, 7] AffExpr in MOI.LessThan{Float64} : [4, 4] VariableRef in MOI.GreaterThan{Float64} : [8, 8] VariableRef in MOI.Integer : [5, 5] VariableRef in MOI.LessThan{Float64} : [5, 6] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 5e+05] bounds range [1e+00, 1e+00] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 5.299676e+06 2.074407e+06 1.214613e+01 920 1 20 6.049875e+06 2.075240e+06 1.474937e+01 1340 1 30 5.496647e+05 2.078257e+06 2.494925e+01 2260 1 40 3.985383e+04 2.078257e+06 2.747233e+01 2680 1 50 2.994548e+05 2.078257e+06 3.706570e+01 3600 1 60 3.799457e+06 2.078257e+06 3.954794e+01 4020 1 61 3.549665e+06 2.078257e+06 3.979607e+01 4062 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 3.979607e+01 total solves : 4062 best bound : 2.078257e+06 simulation ci : 2.437601e+06 ± 5.082681e+05 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 5 state variables : 5 scenarios : 3.27680e+04 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [14, 14] AffExpr in MOI.GreaterThan{Float64} : [7, 7] AffExpr in MOI.LessThan{Float64} : [4, 4] VariableRef in MOI.GreaterThan{Float64} : [8, 8] VariableRef in MOI.Integer : [5, 5] VariableRef in MOI.LessThan{Float64} : [5, 6] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 5e+05] bounds range [1e+00, 1e+00] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10L 2.049870e+06 2.079457e+06 2.902034e+01 920 1 20L 2.799668e+06 2.079457e+06 4.855851e+01 1340 1 30L 3.799443e+06 2.079457e+06 7.678527e+01 2260 1 40L 4.299882e+06 2.079457e+06 9.635092e+01 2680 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 9.635092e+01 total solves : 2680 best bound : 2.079457e+06 simulation ci : 1.602238e+06 ± 4.944385e+05 numeric issues : 0 ------------------------------------------------------------------- [ Info: hydro_valley.jl [ Info: infinite_horizon_hydro_thermal.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 1 state variables : 1 scenarios : Inf existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [8, 8] AffExpr in MOI.EqualTo{Float64} : [2, 2] VariableRef in MOI.GreaterThan{Float64} : [5, 5] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+01] bounds range [5e+00, 2e+01] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 100 1.000000e+01 1.188534e+02 1.890541e+00 1914 1 200 0.000000e+00 1.191645e+02 2.174272e+00 3840 1 300 7.500000e+01 1.191666e+02 2.453879e+00 5738 1 328 2.500000e+00 1.191667e+02 2.510338e+00 6034 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 2.510338e+00 total solves : 6034 best bound : 1.191667e+02 simulation ci : 2.272866e+01 ± 3.596240e+00 numeric issues : 0 ------------------------------------------------------------------- Confidence_interval = 128.14 ± 13.91 ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 1 state variables : 1 scenarios : Inf existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [8, 8] AffExpr in MOI.EqualTo{Float64} : [2, 2] VariableRef in MOI.GreaterThan{Float64} : [5, 5] VariableRef in MOI.LessThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+01] bounds range [5e+00, 2e+01] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 100 1.000000e+01 1.191232e+02 1.185694e+00 2806 1 200 0.000000e+00 1.191666e+02 1.685583e+00 4749 1 287 5.000000e+00 1.191667e+02 1.968708e+00 5662 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 1.968708e+00 total solves : 5662 best bound : 1.191667e+02 simulation ci : 2.112369e+01 ± 3.684376e+00 numeric issues : 0 ------------------------------------------------------------------- Confidence_interval = 122.02 ± 14.06 [ Info: infinite_horizon_trivial.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 1 state variables : 1 scenarios : Inf existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [3, 3] AffExpr in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+00] bounds range [0e+00, 0e+00] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 2.000000e+01 1.998872e+01 3.899639e-01 1033 1 20 8.000000e+00 2.000000e+01 4.161599e-01 1209 1 30 1.200000e+01 2.000000e+01 5.340228e-01 2304 1 40 3.000000e+01 2.000000e+01 6.357560e-01 2594 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 6.357560e-01 total solves : 2594 best bound : 2.000000e+01 simulation ci : 1.970000e+01 ± 4.721453e+00 numeric issues : 0 ------------------------------------------------------------------- [ Info: inner_hydro_1d.jl Building and solving primal outer model for lower bounds ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 4 state variables : 1 scenarios : 1.00000e+03 existing cuts : false options solver : serial mode risk measure : A convex combination of 0.5 * SDDP.Expectation() + 0.5 * SDDP.AVaR(0.2) sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [9, 9] AffExpr in MOI.EqualTo{Float64} : [2, 2] VariableRef in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [7, 7] VariableRef in MOI.LessThan{Float64} : [6, 7] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 5e+01] bounds range [2e+01, 2e+02] rhs range [8e+01, 8e+01] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 1.948878e+03 2.847167e+03 1.141417e+00 35 1 10 7.500000e+02 2.935390e+03 1.208727e+00 350 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 1.208727e+00 total solves : 350 best bound : 2.935390e+03 simulation ci : 1.544902e+03 ± 5.533339e+02 numeric issues : 0 ------------------------------------------------------------------- Building and solving inner model for upper bounds: Node: 3 - elapsed time: 0.34 plus 0.55 for vertex selection. Node: 2 - elapsed time: 0.3 plus 0.28 for vertex selection. Node: 1 - elapsed time: 0.31 plus 0.12 for vertex selection. First-stage upper bound: 2969.680973503913 Total time for upper bound: 1.8940962350000001 Bounds: Risk-neutral confidence interval: 1411.99 ± 82.02 Risk-adjusted lower bound: 2935.39 Risk-adjusted upper bound: 2969.68 [ Info: no_strong_duality.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 1 state variables : 1 scenarios : Inf existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [3, 3] AffExpr in MOI.EqualTo{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [1, 1] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 1e+00] bounds range [0e+00, 0e+00] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 1.000000e+00 1.500000e+00 1.221380e-01 3 1 40 2.000000e+00 2.000000e+00 3.756380e-01 604 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 3.756380e-01 total solves : 604 best bound : 2.000000e+00 simulation ci : 2.150000e+00 ± 5.038753e-01 numeric issues : 0 ------------------------------------------------------------------- [ Info: objective_state_newsvendor.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 8.51840e+04 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [6, 6] AffExpr in MOI.EqualTo{Float64} : [1, 3] AffExpr in MOI.LessThan{Float64} : [2, 2] VariableRef in MOI.GreaterThan{Float64} : [3, 4] VariableRef in MOI.LessThan{Float64} : [3, 3] numerical stability report matrix range [8e-01, 2e+00] objective range [1e+00, 2e+00] bounds range [1e+00, 1e+02] rhs range [5e+01, 5e+01] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 3.675000e+00 4.115510e+00 1.636185e+00 1350 1 20 5.062500e+00 4.110713e+00 1.847820e+00 2700 1 30 4.500000e+00 4.104200e+00 2.067072e+00 4050 1 40 3.812500e+00 4.102669e+00 2.315112e+00 5400 1 50 4.725000e+00 4.095504e+00 2.546409e+00 6750 1 60 4.050000e+00 4.092999e+00 2.780671e+00 8100 1 70 4.606250e+00 4.091524e+00 3.020931e+00 9450 1 80 3.875000e+00 4.089694e+00 3.257024e+00 10800 1 90 3.750000e+00 4.089490e+00 3.487981e+00 12150 1 100 5.125000e+00 4.087894e+00 3.735662e+00 13500 1 110 4.500000e+00 4.087478e+00 4.003866e+00 14850 1 120 3.650000e+00 4.086704e+00 4.276113e+00 16200 1 130 4.406250e+00 4.086063e+00 5.006159e+00 17550 1 140 3.375000e+00 4.085981e+00 5.268265e+00 18900 1 150 3.000000e+00 4.085945e+00 5.543846e+00 20250 1 160 3.812500e+00 4.085838e+00 5.859022e+00 21600 1 170 4.250000e+00 4.085728e+00 6.184251e+00 22950 1 180 3.243750e+00 4.085593e+00 6.512271e+00 24300 1 190 4.306250e+00 4.085487e+00 6.837933e+00 25650 1 200 5.237500e+00 4.085446e+00 7.178056e+00 27000 1 210 4.500000e+00 4.085441e+00 7.514399e+00 28350 1 220 3.612500e+00 4.085405e+00 7.816360e+00 29700 1 230 3.700000e+00 4.085382e+00 8.135102e+00 31050 1 240 3.437500e+00 4.085254e+00 8.423228e+00 32400 1 250 4.100000e+00 4.085115e+00 8.719004e+00 33750 1 260 3.000000e+00 4.084973e+00 9.023100e+00 35100 1 270 4.918750e+00 4.084943e+00 9.319275e+00 36450 1 280 2.756250e+00 4.084920e+00 9.630543e+00 37800 1 290 3.737500e+00 4.084868e+00 9.948496e+00 39150 1 300 5.750000e+00 4.084868e+00 1.026324e+01 40500 1 310 5.156250e+00 4.084858e+00 1.058617e+01 41850 1 320 3.131250e+00 4.084855e+00 1.089236e+01 43200 1 330 4.125000e+00 4.084846e+00 1.123166e+01 44550 1 340 5.875000e+00 4.084820e+00 1.159461e+01 45900 1 350 4.587500e+00 4.084810e+00 1.197353e+01 47250 1 360 5.087500e+00 4.084805e+00 1.235992e+01 48600 1 370 4.393750e+00 4.084802e+00 1.275251e+01 49950 1 380 4.750000e+00 4.084792e+00 1.323839e+01 51300 1 390 4.437500e+00 4.084785e+00 1.359915e+01 52650 1 400 4.181250e+00 4.084785e+00 1.395675e+01 54000 1 410 3.650000e+00 4.084777e+00 1.433035e+01 55350 1 420 3.750000e+00 4.084769e+00 1.471625e+01 56700 1 430 3.725000e+00 4.084762e+00 1.510044e+01 58050 1 440 4.218750e+00 4.084751e+00 1.549197e+01 59400 1 450 5.500000e+00 4.084751e+00 1.587889e+01 60750 1 460 3.637500e+00 4.084747e+00 1.626104e+01 62100 1 470 2.993750e+00 4.084743e+00 1.665533e+01 63450 1 480 5.237500e+00 4.084743e+00 1.704317e+01 64800 1 490 4.212500e+00 4.084743e+00 1.740443e+01 66150 1 500 3.843750e+00 4.084743e+00 1.776922e+01 67500 1 510 3.425000e+00 4.084743e+00 1.815108e+01 68850 1 520 4.293750e+00 4.084743e+00 1.852376e+01 70200 1 530 2.818750e+00 4.084740e+00 1.892369e+01 71550 1 540 4.668750e+00 4.084740e+00 1.931424e+01 72900 1 550 2.750000e+00 4.084740e+00 1.971970e+01 74250 1 557 4.500000e+00 4.084740e+00 2.001547e+01 75195 1 ------------------------------------------------------------------- status : time_limit total time (s) : 2.001547e+01 total solves : 75195 best bound : 4.084740e+00 simulation ci : 4.065249e+00 ± 6.389795e-02 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 1 scenarios : 8.51840e+04 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [6, 6] AffExpr in MOI.EqualTo{Float64} : [1, 3] AffExpr in MOI.LessThan{Float64} : [2, 2] VariableRef in MOI.GreaterThan{Float64} : [3, 4] VariableRef in MOI.LessThan{Float64} : [3, 3] numerical stability report matrix range [8e-01, 2e+00] objective range [1e+00, 2e+00] bounds range [1e+00, 1e+02] rhs range [5e+01, 5e+01] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 5.112500e+00 4.856850e+00 1.241469e+00 1350 1 20 3.643750e+00 4.742025e+00 2.090569e+00 2700 1 30 4.000000e+00 4.047941e+00 3.129637e+00 4050 1 40 3.750000e+00 4.047082e+00 4.595868e+00 5400 1 50 5.643750e+00 4.046576e+00 7.670243e+00 6750 1 60 3.162500e+00 4.045020e+00 9.598361e+00 8100 1 70 3.900000e+00 4.044641e+00 1.184726e+01 9450 1 80 4.275000e+00 4.044473e+00 1.429615e+01 10800 1 90 2.971023e+00 4.044410e+00 1.713521e+01 12150 1 100 4.000000e+00 4.044147e+00 2.023499e+01 13500 1 ------------------------------------------------------------------- status : time_limit total time (s) : 2.023499e+01 total solves : 13500 best bound : 4.044147e+00 simulation ci : 4.036211e+00 ± 1.468577e-01 numeric issues : 0 ------------------------------------------------------------------- [ Info: sldp_example_one.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 8 state variables : 1 scenarios : 1.00000e+08 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [7, 7] AffExpr in MOI.EqualTo{Float64} : [1, 1] AffExpr in MOI.GreaterThan{Float64} : [2, 2] VariableRef in MOI.GreaterThan{Float64} : [4, 4] VariableRef in MOI.LessThan{Float64} : [1, 2] VariableRef in MOI.ZeroOne : [1, 1] numerical stability report matrix range [1e+00, 2e+00] objective range [5e-01, 1e+00] bounds range [1e+00, 1e+00] rhs range [1e+00, 1e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 3.219176e+00 1.165102e+00 1.950591e+01 1680 1 20 2.078810e+00 1.166281e+00 2.104252e+01 2560 1 30 3.973033e+00 1.166907e+00 2.274615e+01 3440 1 40 3.706337e+00 1.167312e+00 3.873792e+01 5120 1 50 3.158565e+00 1.167416e+00 4.041383e+01 6000 1 60 3.642642e+00 1.167416e+00 5.641135e+01 7680 1 70 3.451253e+00 1.167416e+00 5.802132e+01 8560 1 71 2.984727e+00 1.167416e+00 5.815635e+01 8648 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 5.815635e+01 total solves : 8648 best bound : 1.167416e+00 simulation ci : 3.293853e+00 ± 1.130135e-01 numeric issues : 0 ------------------------------------------------------------------- [ Info: sldp_example_two.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 2 scenarios : 4.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [7, 11] AffExpr in MOI.EqualTo{Float64} : [2, 2] AffExpr in MOI.LessThan{Float64} : [2, 2] VariableRef in MOI.GreaterThan{Float64} : [5, 7] VariableRef in MOI.Integer : [2, 2] VariableRef in MOI.LessThan{Float64} : [4, 7] VariableRef in MOI.ZeroOne : [4, 4] numerical stability report matrix range [1e+00, 6e+00] objective range [1e+00, 3e+01] bounds range [1e+00, 1e+02] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 -4.000000e+01 -5.809615e+01 1.210273e+00 78 1 20 -4.000000e+01 -5.809615e+01 1.960016e+00 148 1 30 -4.000000e+01 -5.809615e+01 2.794303e+00 226 1 40 -4.700000e+01 -5.809615e+01 3.567288e+00 296 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 3.567288e+00 total solves : 296 best bound : -5.809615e+01 simulation ci : -5.346250e+01 ± 7.152725e+00 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 2 scenarios : 9.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [7, 11] AffExpr in MOI.EqualTo{Float64} : [2, 2] AffExpr in MOI.LessThan{Float64} : [2, 2] VariableRef in MOI.GreaterThan{Float64} : [5, 7] VariableRef in MOI.Integer : [2, 2] VariableRef in MOI.LessThan{Float64} : [4, 7] VariableRef in MOI.ZeroOne : [4, 4] numerical stability report matrix range [1e+00, 6e+00] objective range [1e+00, 3e+01] bounds range [1e+00, 1e+02] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 -6.300000e+01 -6.196125e+01 1.250957e+00 138 1 20 -4.000000e+01 -6.196125e+01 2.022815e+00 258 1 30 -7.500000e+01 -6.196125e+01 3.044733e+00 396 1 40 -4.000000e+01 -6.196125e+01 3.757782e+00 516 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 3.757782e+00 total solves : 516 best bound : -6.196125e+01 simulation ci : -6.108750e+01 ± 7.148463e+00 numeric issues : 0 ------------------------------------------------------------------- ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 2 scenarios : 3.60000e+01 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [7, 11] AffExpr in MOI.EqualTo{Float64} : [2, 2] AffExpr in MOI.LessThan{Float64} : [2, 2] VariableRef in MOI.GreaterThan{Float64} : [5, 7] VariableRef in MOI.Integer : [2, 2] VariableRef in MOI.LessThan{Float64} : [4, 7] VariableRef in MOI.ZeroOne : [4, 4] numerical stability report matrix range [1e+00, 6e+00] objective range [1e+00, 3e+01] bounds range [1e+00, 1e+02] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 10 -7.000000e+01 -6.546793e+01 1.679852e+00 462 1 20 -5.600000e+01 -6.546793e+01 2.379868e+00 852 1 30 -4.000000e+01 -6.546793e+01 4.420733e+00 1314 1 40 -4.000000e+01 -6.546793e+01 5.158857e+00 1704 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 5.158857e+00 total solves : 1704 best bound : -6.546793e+01 simulation ci : -5.991250e+01 ± 5.174250e+00 numeric issues : 0 ------------------------------------------------------------------- [ Info: stochastic_all_blacks.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 3 state variables : 2 scenarios : 2.70000e+01 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [9, 9] AffExpr in MOI.EqualTo{Float64} : [2, 2] AffExpr in MOI.LessThan{Float64} : [2, 2] VariableRef in MOI.GreaterThan{Float64} : [2, 3] VariableRef in MOI.LessThan{Float64} : [3, 3] VariableRef in MOI.ZeroOne : [4, 4] numerical stability report matrix range [1e+00, 1e+00] objective range [1e+00, 6e+00] bounds range [1e+00, 1e+02] rhs range [0e+00, 0e+00] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1L 6.000000e+00 1.366667e+01 1.507424e+00 11 1 7L 6.000000e+00 8.000000e+00 2.648231e+00 158 1 12L 6.000000e+00 8.000000e+00 3.766546e+00 213 1 17L 6.000000e+00 8.000000e+00 4.909994e+00 268 1 21L 1.200000e+01 8.000000e+00 6.463556e+00 393 1 26L 6.000000e+00 8.000000e+00 7.482525e+00 448 1 31L 1.200000e+01 8.000000e+00 8.579228e+00 503 1 36L 6.000000e+00 8.000000e+00 9.746254e+00 558 1 40L 6.000000e+00 8.000000e+00 1.061020e+01 602 1 ------------------------------------------------------------------- status : simulation_stopping total time (s) : 1.061020e+01 total solves : 602 best bound : 8.000000e+00 simulation ci : 8.400000e+00 ± 9.462496e-01 numeric issues : 0 ------------------------------------------------------------------- [ Info: the_farmers_problem.jl ------------------------------------------------------------------- SDDP.jl (c) Oscar Dowson and contributors, 2017-25 ------------------------------------------------------------------- problem nodes : 2 state variables : 3 scenarios : 3.00000e+00 existing cuts : false options solver : serial mode risk measure : SDDP.Expectation() sampling scheme : SDDP.InSampleMonteCarlo subproblem structure VariableRef : [7, 19] AffExpr in MOI.EqualTo{Float64} : [3, 3] AffExpr in MOI.GreaterThan{Float64} : [3, 3] AffExpr in MOI.LessThan{Float64} : [1, 1] VariableRef in MOI.GreaterThan{Float64} : [3, 16] VariableRef in MOI.LessThan{Float64} : [1, 2] numerical stability report matrix range [1e+00, 2e+01] objective range [1e+00, 1e+03] bounds range [6e+03, 5e+05] rhs range [2e+02, 5e+02] ------------------------------------------------------------------- iteration simulation bound time (s) solves pid ------------------------------------------------------------------- 1 -9.800000e+04 4.922260e+05 1.009749e+00 6 1 40 1.093500e+05 1.083900e+05 1.074448e+00 240 1 ------------------------------------------------------------------- status : iteration_limit total time (s) : 1.074448e+00 total solves : 240 best bound : 1.083900e+05 simulation ci : 9.772505e+04 ± 1.969816e+04 numeric issues : 0 ------------------------------------------------------------------- [ Info: vehicle_location.jl Test Summary: | Pass Error Total Time SDDP.jl | 2444 1 2445 37m30.7s Experimental.jl | 35 35 4m60.0s Inner.jl | 25 25 5m19.9s MSPFormat.jl | 51 51 20.4s algorithm.jl | 40 40 1m17.1s binary_expansion.jl | 38 38 3.0s deterministic_equivalent.jl | 21 21 34.6s modeling_aids.jl | 47 47 20.9s user_interface.jl | 119 119 1m03.6s backward_sampling_schemes.jl | 1203 1203 6.2s bellman_functions.jl | 45 45 57.5s duality_handlers.jl | 362 362 3m58.8s forward_passes.jl | 40 40 22.1s local_improvement_search.jl | 12 12 20.3s parallel_schemes.jl | 19 19 7m36.1s risk_measures.jl | 91 91 13.9s sampling_schemes.jl | 158 158 17.8s stopping_rules.jl | 40 40 14.8s threaded.jl | 0 0.4s value_functions.jl | 28 28 25.8s visualization.jl | 1 1 21.5s FAST_hydro_thermal.jl | 3 3 10.6s FAST_production_management.jl | 2 2 4.7s FAST_quickstart.jl | 2 2 2.1s Hydro_thermal.jl | 0 16.6s StochDynamicProgramming.jl_multistock.jl | 3 3 11.4s StochDynamicProgramming.jl_stock.jl | 3 3 4.6s StructDualDynProg.jl_prob5.2_2stages.jl | 1 1 3.6s StructDualDynProg.jl_prob5.2_3stages.jl | 2 2 2.5s agriculture_mccardle_farm.jl | 2 2 12.9s air_conditioning.jl | 6 6 11.8s air_conditioning_forward.jl | 2 2 3.6s all_blacks.jl | 1 1 2.4s asset_management_simple.jl | 1 1 7.0s asset_management_stagewise.jl | 2 2 7.1s belief.jl | 1 1 18.2s biobjective_hydro.jl | 10 10 7.4s booking_management.jl | 2 2 31.5s generation_expansion.jl | 2 2 2m34.4s hydro_valley.jl | 9 9 21.2s infinite_horizon_hydro_thermal.jl | 4 4 7.0s infinite_horizon_trivial.jl | 1 1 1.2s inner_hydro_1d.jl | 1 1 10.4s no_strong_duality.jl | 1 1 1.6s objective_state_newsvendor.jl | 4 4 50.4s sldp_example_one.jl | 1 1 1m13.6s sldp_example_two.jl | 3 3 16.4s stochastic_all_blacks.jl | 1 1 14.4s the_farmers_problem.jl | 0 6.0s vehicle_location.jl | 0 0.1s RNG of the outermost testset: Xoshiro(0x12d078cc2f69323a, 0xfb5ec9f05d2bb1fe, 0xe2913f26e6b5f6e9, 0xb391448b71ef3a8a, 0x5abbf22fe604b487) ERROR: LoadError: Some tests did not pass: 2444 passed, 0 failed, 1 errored, 0 broken. in expression starting at /home/pkgeval/.julia/packages/SDDP/ScjyB/test/runtests.jl:24 Testing failed after 2258.78s ERROR: LoadError: Package SDDP errored during testing Stacktrace: [1] pkgerror(msg::String) @ Pkg.Types /opt/julia/share/julia/stdlib/v1.14/Pkg/src/Types.jl:68 [2] test(ctx::Pkg.Types.Context, pkgs::Vector{PackageSpec}; coverage::Bool, julia_args::Cmd, test_args::Cmd, test_fn::Nothing, force_latest_compatible_version::Bool, allow_earlier_backwards_compatible_versions::Bool, allow_reresolve::Bool) @ Pkg.Operations /opt/julia/share/julia/stdlib/v1.14/Pkg/src/Operations.jl:2946 [3] test @ /opt/julia/share/julia/stdlib/v1.14/Pkg/src/Operations.jl:2795 [inlined] [4] test(ctx::Pkg.Types.Context, pkgs::Vector{PackageSpec}; coverage::Bool, test_fn::Nothing, julia_args::Cmd, test_args::Cmd, force_latest_compatible_version::Bool, allow_earlier_backwards_compatible_versions::Bool, allow_reresolve::Bool, kwargs::@Kwargs{io::IOContext{IO}}) @ Pkg.API /opt/julia/share/julia/stdlib/v1.14/Pkg/src/API.jl:572 [5] kwcall(::@NamedTuple{julia_args::Cmd, io::IOContext{IO}}, ::typeof(Pkg.API.test), ctx::Pkg.Types.Context, pkgs::Vector{PackageSpec}) @ Pkg.API /opt/julia/share/julia/stdlib/v1.14/Pkg/src/API.jl:548 [6] test(pkgs::Vector{PackageSpec}; io::IOContext{IO}, kwargs::@Kwargs{julia_args::Cmd}) @ Pkg.API /opt/julia/share/julia/stdlib/v1.14/Pkg/src/API.jl:172 [7] kwcall(::@NamedTuple{julia_args::Cmd}, ::typeof(Pkg.API.test), pkgs::Vector{PackageSpec}) @ Pkg.API /opt/julia/share/julia/stdlib/v1.14/Pkg/src/API.jl:161 [8] test(pkgs::Vector{String}; kwargs::@Kwargs{julia_args::Cmd}) @ Pkg.API /opt/julia/share/julia/stdlib/v1.14/Pkg/src/API.jl:160 [9] test @ /opt/julia/share/julia/stdlib/v1.14/Pkg/src/API.jl:160 [inlined] [10] kwcall(::@NamedTuple{julia_args::Cmd}, ::typeof(Pkg.API.test), pkg::String) @ Pkg.API /opt/julia/share/julia/stdlib/v1.14/Pkg/src/API.jl:159 [11] top-level scope @ /PkgEval.jl/scripts/evaluate.jl:219 [12] include(mod::Module, _path::String) @ Base ./Base.jl:309 [13] exec_options(opts::Base.JLOptions) @ Base ./client.jl:344 [14] _start() @ Base ./client.jl:577 in expression starting at /PkgEval.jl/scripts/evaluate.jl:210 PkgEval failed after 2481.2s: package fails to precompile